+87.8%
ZTS vs LNT
+186.9%
-99.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.6% | +1.0% | +4.5% | +5.1% |
| 30D | +12.1% | +9.6% | +2.5% | +7.6% |
| 3M | +11.3% | +5.4% | +5.9% | +8.6% |
| 6M | +14.3% | +3.1% | +11.2% | +12.5% |
| YTD | -31.9% | +16.5% | -48.4% | -36.8% |
| 1Y | -29.3% | +12.3% | -41.6% | -33.2% |
| 3Y | -48.0% | +70.3% | -118.4% | -60.0% |
| 5Y | -58.9% | +56.4% | -115.3% | -67.5% |
| All | +87.8% | +186.9% | -99.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling